+3,793.0%
CELH vs CMS
+122.2%
+3,670.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.1% |
| 7D | -11.7% | +0.2% | -11.8% | -11.7% |
| 30D | +1.6% | -1.3% | +2.9% | +2.1% |
| 3M | -2.0% | -5.4% | +3.4% | +0.2% |
| 6M | -36.2% | -10.3% | -25.8% | -33.4% |
| YTD | -39.6% | -0.2% | -39.3% | -39.6% |
| 1Y | -50.7% | -0.9% | -49.8% | -50.7% |
| 3Y | -58.9% | +34.0% | -92.8% | -64.0% |
| 5Y | -5.4% | +23.6% | -28.9% | -15.8% |
| All | +3,793.0% | +122.2% | +3,670.8% | +3,106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling